ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	125-172	125-178	0-005	0.0%	125-198
High	125-205	125-215	0-010	0.0%	125-215
Low	125-162	125-178	0-015	0.0%	125-162
Close	125-182	125-215	0-032	0.1%	125-215
Range	0-042	0-038	-0-005	-11.8%	0-052
ATR	0-052	0-051	-0-001	-2.0%	0-000
Volume	1,297,995	314,013	-983,982	-75.8%	6,213,822

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	125-315	125-302	125-236
R3	125-278	125-265	125-225
R2	125-240	125-240	125-222
R1	125-228	125-228	125-218	125-234
PP	125-202	125-202	125-202	125-206
S1	125-190	125-190	125-212	125-196
S2	125-165	125-165	125-208
S3	125-128	125-152	125-205
S4	125-090	125-115	125-194

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-035	126-018	125-244
R3	125-302	125-285	125-229
R2	125-250	125-250	125-225
R1	125-232	125-232	125-220	125-241
PP	125-198	125-198	125-198	125-202
S1	125-180	125-180	125-210	125-189
S2	125-145	125-145	125-205
S3	125-092	125-128	125-201
S4	125-040	125-075	125-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-215	125-162	0-052	0.1%	0-033	0.1%	100%	True	False	1,434,054
10	125-215	125-125	0-090	0.2%	0-038	0.1%	100%	True	False	1,085,162
20	125-295	125-048	0-248	0.6%	0-060	0.1%	68%	False	False	991,233
40	126-035	125-048	0-308	0.8%	0-053	0.1%	54%	False	False	789,334
60	126-065	125-048	1-018	0.8%	0-050	0.1%	50%	False	False	706,858
80	126-118	125-048	1-070	1.0%	0-051	0.1%	43%	False	False	652,063
100	126-125	125-048	1-078	1.0%	0-049	0.1%	42%	False	False	522,019

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-054
2.618	125-313
1.618	125-276
1.000	125-252
0.618	125-238
HIGH	125-215
0.618	125-201
0.500	125-196
0.382	125-192
LOW	125-178
0.618	125-154
1.000	125-140
1.618	125-117
2.618	125-079
4.250	125-018

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	125-209	125-206
PP	125-202	125-198
S1	125-196	125-189

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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